| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
6,929.0 |
6,978.0 |
49.0 |
0.7% |
6,758.5 |
| High |
7,025.5 |
7,108.0 |
82.5 |
1.2% |
7,090.0 |
| Low |
6,899.0 |
6,914.5 |
15.5 |
0.2% |
6,718.0 |
| Close |
6,998.0 |
7,026.5 |
28.5 |
0.4% |
6,980.0 |
| Range |
126.5 |
193.5 |
67.0 |
53.0% |
372.0 |
| ATR |
189.6 |
189.9 |
0.3 |
0.1% |
0.0 |
| Volume |
82,254 |
194,150 |
111,896 |
136.0% |
663,609 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,596.8 |
7,505.2 |
7,132.9 |
|
| R3 |
7,403.3 |
7,311.7 |
7,079.7 |
|
| R2 |
7,209.8 |
7,209.8 |
7,062.0 |
|
| R1 |
7,118.2 |
7,118.2 |
7,044.2 |
7,164.0 |
| PP |
7,016.3 |
7,016.3 |
7,016.3 |
7,039.3 |
| S1 |
6,924.7 |
6,924.7 |
7,008.8 |
6,970.5 |
| S2 |
6,822.8 |
6,822.8 |
6,991.0 |
|
| S3 |
6,629.3 |
6,731.2 |
6,973.3 |
|
| S4 |
6,435.8 |
6,537.7 |
6,920.1 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,045.3 |
7,884.7 |
7,184.6 |
|
| R3 |
7,673.3 |
7,512.7 |
7,082.3 |
|
| R2 |
7,301.3 |
7,301.3 |
7,048.2 |
|
| R1 |
7,140.7 |
7,140.7 |
7,014.1 |
7,221.0 |
| PP |
6,929.3 |
6,929.3 |
6,929.3 |
6,969.5 |
| S1 |
6,768.7 |
6,768.7 |
6,945.9 |
6,849.0 |
| S2 |
6,557.3 |
6,557.3 |
6,911.8 |
|
| S3 |
6,185.3 |
6,396.7 |
6,877.7 |
|
| S4 |
5,813.3 |
6,024.7 |
6,775.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,108.0 |
6,898.0 |
210.0 |
3.0% |
153.9 |
2.2% |
61% |
True |
False |
119,016 |
| 10 |
7,108.0 |
6,686.0 |
422.0 |
6.0% |
166.7 |
2.4% |
81% |
True |
False |
151,809 |
| 20 |
7,108.0 |
6,448.5 |
659.5 |
9.4% |
201.5 |
2.9% |
88% |
True |
False |
168,417 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
188.1 |
2.7% |
32% |
False |
False |
163,999 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
165.9 |
2.4% |
32% |
False |
False |
114,445 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
150.4 |
2.1% |
32% |
False |
False |
86,001 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
135.2 |
1.9% |
32% |
False |
False |
68,932 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
127.5 |
1.8% |
32% |
False |
False |
57,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,930.4 |
|
2.618 |
7,614.6 |
|
1.618 |
7,421.1 |
|
1.000 |
7,301.5 |
|
0.618 |
7,227.6 |
|
HIGH |
7,108.0 |
|
0.618 |
7,034.1 |
|
0.500 |
7,011.3 |
|
0.382 |
6,988.4 |
|
LOW |
6,914.5 |
|
0.618 |
6,794.9 |
|
1.000 |
6,721.0 |
|
1.618 |
6,601.4 |
|
2.618 |
6,407.9 |
|
4.250 |
6,092.1 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,021.4 |
7,018.8 |
| PP |
7,016.3 |
7,011.2 |
| S1 |
7,011.3 |
7,003.5 |
|